Ingmar R. Prucha
Names
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Ingmar |
| middle: |
R. |
| last: |
Prucha |
Identifer
Contact
Affiliations
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University of Maryland
/ Department of Economics
Research profile
author of:
- Efficient Peer Effects Estimators with Group Effects (RePEc:arx:papers:2105.04330)
by Guido M. Kuersteiner & Ingmar R. Prucha & Ying Zeng - Differential Test Performance and Peer Effects (RePEc:arx:papers:2406.05283)
by Guido Kuersteiner & Ingmar Prucha & Ying Zeng - Estimation Problems In Models With Spatial Weighting Matrices Which Have Blocks Of Equal Elements (RePEc:bla:jregsc:v:46:y:2006:i:3:p:507-515)
by Harry H. Kelejian & Ingmar R. Prucha & Yevgeny Yuzefovich - A Spatial Cliff‐Ord‐Type Model With Heteroskedastic Innovations: Small And Large Sample Results (RePEc:bla:jregsc:v:50:y:2010:i:2:p:592-614)
by Irani Arraiz & David M. Drukker & Harry H. Kelejian & Ingmar R. Prucha - SPPACK: Stata module for cross-section spatial-autoregressive models (RePEc:boc:bocode:s457245)
by David M. Drukker & Hua Peng & Ingmar Prucha & Rafal Raciborski - Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances (RePEc:ces:ceswps:_2448)
by Harry H. Kelejian & Ingmar R. Prucha - A Spatial Cliff-Ord-type Model with Heteroskedastic Innovations: Small and Large Sample Results (RePEc:ces:ceswps:_2485)
by Irani Arraiz & David M. Drukker & Harry H. Kelejian & Ingmar R. Prucha - On the Finite Sample Properties of Pre-Test Estimators of Spatial Models (RePEc:ces:ceswps:_4725)
by Gianfranco Piras & Ingmar R. Prucha - Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity (RePEc:ces:ceswps:_5445)
by Guido M. Kuersteiner & Ingmar R. Prucha - Guest Editors’ Introduction: Special Issue Of Econometric Theory In Honor Of Benedikt M. Pötscher (RePEc:cup:etheor:v:39:y:2023:i:6:p:1093-1096_1)
by Deistler, Manfred & Leeb, Hannes & Prucha, Ingmar - Simultaneous Equations Models With Higher-Order Spatial Or Social Network Interactions (RePEc:cup:etheor:v:39:y:2023:i:6:p:1154-1201_4)
by Drukker, David M. & Egger, Peter H. & Prucha, Ingmar R. - Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model (RePEc:cvs:starer:82-22)
by Nadiri, M. Ishaq & Prucha, Ingmar R. - A Note on the Estimation of Non-Symmetric Dynamic Factor Demand Models (RePEc:cvs:starer:87-25)
by Madan, Dilip B. & Prucha, Ingmar R. - A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Process (RePEc:cvs:starer:87-26)
by Potscher, Benedikt M. & Prucha, Ingmar R. - On the Computation of Estimators in Systems with Implicitly Defined Variables (RePEc:cvs:starer:87-40)
by Nadiri, M. Ishaq & Prucha, Ingmar R. - Comparison And Analysis Of Productivity Growth And R&D Investment In The Electrical Machinery Industries Of The United States And Japan (RePEc:cvs:starer:88-22)
by Nadiri, M. Ishaq & Prucha, Ingmar R. - Dynamic Factor Demand Models, Productivity Measurement, And Rates Return: Theory And An Empirical Application To The U.S. Bell System (RePEc:cvs:starer:89-15)
by Nadiri, M. Ishaq & Prucha, Ingmar R. - Endogenous Capital Utilization and Productivity Measurement in Dynamic Factor Demand Models: Theory and an Application to the U.S. Electrical Machinery Industry (RePEc:cvs:starer:91-04)
by Prucha, Ingmar R. & Nadiri, M. Ishaq - Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector (RePEc:cvs:starer:93-47)
by Nadiri, M.I. & Prucha, I.R. - On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components (RePEc:ecm:emetrp:v:52:y:1984:i:1:p:203-07)
by Prucha, Ingmar R - The Structure of Simultaneous Equation Estimators: A Generalization towards Nonnormal Disturbances (RePEc:ecm:emetrp:v:52:y:1984:i:3:p:721-36)
by Prucha, Ingmar R & Kelejian, Harry H - The Variance-Covariance Matrix of the Maximum Likelihood Estimator in Triangular Structural Systems: Consistent Estimation (RePEc:ecm:emetrp:v:55:y:1987:i:4:p:977-78)
by Prucha, Ingmar R - A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes (RePEc:ecm:emetrp:v:57:y:1989:i:3:p:675-83)
by Potscher, Benedikt M & Prucha, Ingmar R - Independent or uncorrelated disturbances in linear regression : An illustration of the difference (RePEc:eee:ecolet:v:19:y:1985:i:1:p:35-38)
by Kelejian, Harry H. & Prucha, Ingmar R. - On the computation of estimators in systems with implicity defined variables (RePEc:eee:ecolet:v:26:y:1988:i:2:p:141-145)
by Prucha, Ingmar R. & Nadiri, M. Ishaq - On the specification of accelerator coefficients in dynamic factor demand models (RePEc:eee:ecolet:v:35:y:1991:i:2:p:123-129)
by Prucha, Ingmar R. & Ishaq Nadiri, M. - On the asymptotic distribution of the Moran I test statistic with applications (RePEc:eee:econom:v:104:y:2001:i:2:p:219-257)
by H. Kelejian, Harry & Prucha, Ingmar R. - Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler (RePEc:eee:econom:v:118:y:2004:i:1-2:p:1-5)
by Potscher, Benedikt M. & Prucha, Ingmar R. - Estimation of simultaneous systems of spatially interrelated cross sectional equations (RePEc:eee:econom:v:118:y:2004:i:1-2:p:27-50)
by Kelejian, Harry H. & Prucha, Ingmar R. - Analysis of spatially dependent data (RePEc:eee:econom:v:140:y:2007:i:1:p:1-4)
by Baltagi, Badi H. & Kelejian, Harry H. & Prucha, Ingmar R. - HAC estimation in a spatial framework (RePEc:eee:econom:v:140:y:2007:i:1:p:131-154)
by Kelejian, Harry H. & Prucha, Ingmar R. - Panel data models with spatially correlated error components (RePEc:eee:econom:v:140:y:2007:i:1:p:97-130)
by Kapoor, Mudit & Kelejian, Harry H. & Prucha, Ingmar R. - Central limit theorems and uniform laws of large numbers for arrays of random fields (RePEc:eee:econom:v:150:y:2009:i:1:p:86-98)
by Jenish, Nazgul & Prucha, Ingmar R. - Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances (RePEc:eee:econom:v:157:y:2010:i:1:p:53-67)
by Kelejian, Harry H. & Prucha, Ingmar R. - On spatial processes and asymptotic inference under near-epoch dependence (RePEc:eee:econom:v:170:y:2012:i:1:p:178-190)
by Jenish, Nazgul & Prucha, Ingmar R. - Limit theory for panel data models with cross sectional dependence and sequential exogeneity (RePEc:eee:econom:v:174:y:2013:i:2:p:107-126)
by Kuersteiner, Guido M. & Prucha, Ingmar R. - A robust test for network generated dependence (RePEc:eee:econom:v:207:y:2018:i:1:p:92-113)
by Liu, Xiaodong & Prucha, Ingmar R. - Efficient peer effects estimators with group effects (RePEc:eee:econom:v:235:y:2023:i:2:p:2155-2194)
by Kuersteiner, Guido M. & Prucha, Ingmar R. & Zeng, Ying - A class of partially adaptive one-step m-estimators for the non-linear regression model with dependent observations (RePEc:eee:econom:v:32:y:1986:i:2:p:219-251)
by Potscher, Benedikt M. & Prucha, Ingmar R. - A comparison of alternative methods for the estimation of dynamic factor demand models under non-static expectations (RePEc:eee:econom:v:33:y:1986:i:1-2:p:187-211)
by Prucha, Ingmar R. & Nadiri, M. Ishaq - A note on the estimation of nonsymmetric dynamic factor demand models (RePEc:eee:econom:v:42:y:1989:i:2:p:275-283)
by Madan, Dilip B. & Prucha, Ingmar R. - Generic uniform convergence and equicontinuity concepts for random functions : An exploration of the basic structure (RePEc:eee:econom:v:60:y:1994:i:1-2:p:23-63)
by Potscher, Benedikt M. & Prucha, Ingmar R. - Endogenous capital utilization and productivity measurement in dynamic factor demand models Theory and an application to the U.S. electrical machinery industry (RePEc:eee:econom:v:71:y:1996:i:1-2:p:343-379)
by Prucha, Ingmar R. & Nadiri, M. Ishaq - R&D, production structure and rates of return in the U.S., Japanese and German manufacturing sectors: A non-separable dynamic factor demand model (RePEc:eee:eecrev:v:30:y:1986:i:4:p:749-771)
by Mohnen, Pierre A. & Nadiri, M. Ishaq & Prucha, Ingmar R. - Sources of growth of output and convergence of productivity in major OECD countries (RePEc:eee:proeco:v:52:y:1997:i:1-2:p:133-146)
by Nadiri, M. Ishaq & Prucha, Ingmar R. - 2SLS and OLS in a spatial autoregressive model with equal spatial weights (RePEc:eee:regeco:v:32:y:2002:i:6:p:691-707)
by Kelejian, Harry H. & Prucha, Ingmar R. - The relative efficiencies of various predictors in spatial econometric models containing spatial lags (RePEc:eee:regeco:v:37:y:2007:i:3:p:363-374)
by Kelejian, Harry H. & Prucha, Ingmar R. - On the finite sample properties of pre-test estimators of spatial models (RePEc:eee:regeco:v:46:y:2014:i:c:p:103-115)
by Piras, Gianfranco & Prucha, Ingmar R. - Dynamic factor demand models, productivity measurement, and rates of return: Theory and an empirical application to the US Bell System (RePEc:eee:streco:v:1:y:1990:i:2:p:263-289)
by Nadiri, M. Ishaq & Prucha, Ingmar R. - Estimation of a variable rate of depreciation: a dummy variable approach (RePEc:eee:streco:v:8:y:1997:i:3:p:319-325)
by Prucha, Ingmar - Instrumental Variable Estimation Of A Spatial Autoregressive Model With Autoregressive Disturbances: Large And Small Sample Results (RePEc:eme:aecozz:s0731-9053(04)18005-5)
by Harry H. Kelejian & Ingmar R. Prucha & Yevgeny Yuzefovich - Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components (RePEc:ier:iecrev:v:26:y:1985:i:2:p:491-506)
by Prucha, Ingmar R - A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model (RePEc:ier:iecrev:v:40:y:1999:i:2:p:509-33)
by Kelejian, Harry H & Prucha, Ingmar R - Spatial models with spatially lagged dependent variables and incomplete data (RePEc:kap:jgeosy:v:12:y:2010:i:3:p:241-257)
by Harry Kelejian & Ingmar Prucha - A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances (RePEc:kap:jrefec:v:17:y:1998:i:1:p:99-121)
by Kelejian, Harry H & Prucha, Ingmar R - Dynamic Factor Demand Models and Productivity Analysis (RePEc:nbr:nberch:10125)
by M. Ishaq Nadiri & Ingmar Prucha - Comparison and Analysis of Productivity Growth and R&D Investment in the Electrical Machinery Industries of the United States and Japan (RePEc:nbr:nberch:8445)
by M. Ishaq Nadiri & Ingmar R. Prucha - Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model (RePEc:nbr:nberte:0026)
by Ingmar R. Prucha & M. Ishaq Nadiri - On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach (RePEc:nbr:nberte:0085)
by Benedikt M. Potscher & Ingmar R. Prucha - R&D, Production Structure, and Productivity Growth in the U.S., Japaneseand German Manufacturing Sectors (RePEc:nbr:nberwo:1264)
by Pierre A. Mohnen & M. Ishaq Nadiri & Ingmar R. Prucha - Comparison and Analysis of Productivity Growth and R&D Investment in theElectrical Machinery Industries of the United States and Japan (RePEc:nbr:nberwo:1850)
by M. Ishaq Nadiri & Ingmar R. Prucha - Dynamic Factor Demand Models, Productivity Measurement, and Rates of Return: Theory and an Empirical Application to the U.S. Bell System (RePEc:nbr:nberwo:3041)
by M. Ishaq Nadiri & Ingmar R. Prucha - Endogenous Capital Utilization and Productivity Measurement in Dynamic Factor Demand Models: Theory and an Application to the U.S. Electrical.. (RePEc:nbr:nberwo:3680)
by Ingmar R. Prucha & M. Ishaq Nadiri - Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector (RePEc:nbr:nberwo:4591)
by M. Ishaq Nadiri & Ingmar R. Prucha - Dynamic Factor Demand Models and Productivity Analysis (RePEc:nbr:nberwo:7079)
by M. Ishaq Nadiri & Ingmar R. Prucha - Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector (RePEc:oup:ecinqu:v:34:y:1996:i:1:p:43-56)
by Nadiri, M Ishaq & Prucha, Ingmar R - Special Issue on Spatial Econometrics: An Editorial Note (RePEc:rre:publsh:v44:y:2014:i:3:p:221-222)
by Guiseppe Arbia & Gianfranco Piras & Ingmar Prucha - On the Finite Sample Properties of Pre-test Estimators of Spatial Models (RePEc:rri:wpaper:2013wp07)
by Gianfranco Piras & Ingmar R. Prucha - Estimation of Spatial Regression Models with Autoregressive Errors by Two-Stage Least Squares Procedures: A Serious Problem (RePEc:sae:inrsre:v:20:y:1997:i:1-2:p:103-111)
by Harry H. Kelejian & Ingmar R. Prucha - On the Econometric Estimation of a Constant Rate of Depreciation (RePEc:spr:empeco:v:20:y:1995:i:2:p:299-302)
by Prucha, Ingmar R - Performance of the LINK System: 1970 versus 1975 Base Year Trade Share Matrix (RePEc:spr:empeco:v:4:y:1979:i:1:p:11-41)
by Beaumont, P & Prucha, I & Filatov, V - Refined GMM estimators for simultaneous equations models with network interactions (RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02408-8)
by Peter H. Egger & Ingmar R. Prucha - On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors (RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:686-733)
by David M. Drukker & Peter Egger & Ingmar R. Prucha - Editorial (RePEc:taf:specan:v:8:y:2013:i:3:p:215-217)
by Giuseppe Arbia & Ingmar R. Prucha - On the I -super-2( q ) Test Statistic for Spatial Dependence: Finite Sample Standardization and Properties (RePEc:taf:specan:v:8:y:2013:i:3:p:271-292)
by David M. Drukker & Ingmar R. Prucha - Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances (RePEc:tsj:stataj:y:13:y:2013:i:2:p:221-241)
by David M. Drukker & Ingmar Prucha & Rafal Raciborski - Creating and managing spatial-weighting matrices with the spmat command (RePEc:tsj:stataj:y:13:y:2013:i:2:p:242-286)
by David M. Drukker & Hua Peng & Ingmar Prucha & Rafal Raciborski - A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables (RePEc:tsj:stataj:y:13:y:2013:i:2:p:287-301)
by David M. Drukker & Ingmar Prucha & Rafal Raciborski - A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model (RePEc:umd:umdeco:95-001)
by Harry H. Kelejian & Ingmar R. Prucha - Estimation of Spatial Regression Models with Autoregressive Errors by Two Stage Least Squares Procedures: A Serious Problem (RePEc:umd:umdeco:97-001)
by Harry H. Kelejian & Ingmar R. Prucha - A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances (RePEc:umd:umdeco:97-002)
by Harry H. Kelejian & Ingmar R. Prucha - Basic Elements of Asymptotic Theory (RePEc:umd:umdeco:99-001)
by Benedikt M. Pötscher & Ingmar R. Prucha - On the Asymptotic Distribution of the Moran I Test Statistic with Applications (RePEc:umd:umdeco:99-002)
by Harry H. Kelejian & Ingmar R. Prucha - Dynamic Factor Demand Models and Productivity Analysis (RePEc:umd:umdeco:99-005)
by M. Ishaq Nadiri & Ingmar R. Prucha - Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity (RePEc:wly:emetrp:v:88:y:2020:i:5:p:2109-2146)
by Guido M. Kuersteiner & Ingmar R. Prucha - Study of a Peer Effect with Random Group Effects (RePEc:wyi:wpaper:002508)
by Ingmar R. Prucha & Guido M. Kuersteiner & Ying Zeng - Estimation of a variable rate of depreciation: A dummy variable approach (RePEc:zbw:kondp2:293)
by Prucha, Ingmar R.